Buying historical options data
HF
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(Baboon, 149
Points)
on 4/15/12 at 2:43pm
Hi everyone,
I'm looking for a good place to acquire a few months' worth of stock options data, especially if the data includes intra-day price changes. The exchange I get the data from doesn't matter that much for the project I'm pursuing.
I was wondering, what are the most reliable and (more or less) affordable ways to purchase this data? Is it available for free anywhere?
Thanks!






NANEX
NANEX
Bloomberg. Most online
Bloomberg.
Most online brokers offer charts of this. I'm not sure about price tables. Bloomberg has tables - see if there's one on your campus, and you'll be able to export it easily. It could be kind of hard to find intraday data online (ie not from a professional service like Bloomberg) for a lot of options because less liquid contracts can go days without an executed trade. (The market maker will always offer a bid-ask, so maybe mid price is more what you should look for.)
Thanks! My campus should have
Thanks! My campus should have Bloomberg access somewhere. I'll check around.
take a look at
take a look at optionsdatamine.com you can find historical data going back 2 years for all stock options. graphs, charts and other stuff
good luck